+7.8%
CNH vs BIDU
-32.1%
+39.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.0% | +1.4% | -4.2% |
| 7D | +8.8% | -2.4% | +11.2% | +9.4% |
| 30D | +24.7% | -15.6% | +40.3% | +28.6% |
| 3M | +27.3% | -22.3% | +49.6% | +33.2% |
| 6M | +23.2% | -22.3% | +45.4% | +28.2% |
| YTD | +48.9% | -29.2% | +78.1% | +56.6% |
| 1Y | +19.4% | -14.8% | +34.2% | +18.6% |
| 3Y | +7.8% | -31.8% | +39.5% | +8.2% |
| All | +7.8% | -32.1% | +39.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling